Bayesian unit root test for model with maintained trend (Q2566712)
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scientific article; zbMATH DE number 2210274
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian unit root test for model with maintained trend |
scientific article; zbMATH DE number 2210274 |
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Bayesian unit root test for model with maintained trend (English)
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28 September 2005
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Autoregressive models
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Unit root hypothesis
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Polynomial trend
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Prior distribution
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Posterior odds ratio
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0.8999855518341064
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0.8417800664901733
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0.8378594517707825
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0.8263553977012634
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